github-featured / quantconnect--lean

发布

0 发布 4,269 Git 标签

RSS 订阅源
  • 9811 d8d8134437
    比较

    Support Offset in DateRules MonthStart/End WeekStart/End (#4916)

    frostbyte_neo 发布于 2020-11-13 18:38:34 +00:00 | 2721 次提交 在此版本后已推送到 master

    • Add offset capabilities and related tests

    • Add tests for Weekend Offsets on Symbol DateRules

    • Unify Iterator Behavior

    • Refactor and consolidate functions to reduce duplicate code

    • Positive offset values only

    • Address review

    • Expand Month tests to include Forex and Crypto cases

    • Ensure order of days in schedule

    • Refactor and unify behavior

    • More edge cases and tuning

    • Address review + more tests

    下载附件